Nonstationary analogs of the Herglotz representation theorem: The discrete case (Q1304654): Difference between revisions

The classical Herglotz formula for scalar functions with positive imaginary part \[ T(x):= \text{Im }T(0)+ \int^{2\pi}_0 {e^{it}+ \lambda\over e^{it}- \lambda} d\mu(e^{it}) \] is transformed to the corresponding matrix formula via replacement of the multiplication by \(e^{it}\) in the space of square-integrable function on the circle by the general bilateral shift. Hence the relevant measure is replaced by the corresponding matrix-valued measure. This formula is derived as a result of an extended analysis of fractional-linear-transformation with matrix coefficients and corresponding operator colligations.